daytrend

10/31/2016

Filed under: Market Stats — daytrend @ 1:23 pm

Market Stats at 2:23 pm ET
by daytrend on 20161031. See the blog page “Market Stats Explained.”
Only liquid stocks are considered, now 812.

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IF YOU USE ANY OF THESE STATS, YOU SHOULD IMPLEMENT THEM ON YOUR PLATFORM.

COMPARED TO YESTERDAY’S RANGE (20161031 2:23 pm ET)
19.2% of stocks are above yesterday’s high.
51.4% are above yesterday’s midpoint. (48.6% are below.)
20.0% are below yesterday’s low.
60.8% are inside yesterday’s range.
35.3% of stocks with today’s high > yesterday’s high. (64.7% less than).
35.0% of stocks with today’s low < yesterday’s low. (65.0% greater than).

EVIDENCE OF INTRADAY TREND (20161031 2:23 pm ET)
47.4% of stocks are above today’s open. (51.8% are below).
45.6% of stocks are above today’s open and yesterday’s close.
38.7% are below both.
5.9% of stocks opened above yesterday’s high.
72.9% of stocks opened above yesterday’s close. (22.4% opened below yesterday’s close).
5.7% of stocks opened below yesterday’s low.

COMPARED TO TODAY’S RANGE (20161031 2:23 pm ET)
10.0% of stocks are in the top 10% of today’s range.
20.6% are in the top 20%.
52.0% are in the top half. 48.0% of stocks are in the bottom half of today’s range.
21.7% are in the bottom 20%.
10.3% are in the bottom 10%.

GAIN (20161031 2:23 pm ET)
59.5% of stocks are above yesterday’s close. (40.5% are below.)
0.7% are up 4.5% or more. 2.1% are down 4.5% or more.
1.5% are up 3.5% or more. 3.2% are down 3.5% or more.
59.0% are between +1% and -1%.

RSI on DAILY (20161031 2:23 pm ET)
2-day: >=95:3.6%…>=90:7.9%…>=80:18.1%…>=50:48.0%…<=20:26.6%…<=10:19.2%…<=5:13.1%…
9-day: >=95:0.0%…>=90:0.1%…>=80:1.7%…>=50:35.1%…<=20:4.4%…<=10:0.1%…<=5:0.0%…
14-day: >=95:0.0%…>=90:0.0%…>=80:0.4%…>=50:33.7%…<=20:0.7%…<=10:0.0%…<=5:0.0%…

LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS (20161031 2:23 pm ET)
19.2% above previous 1 highs, 20.0% below previous 1 lows
11.3% above previous 2 highs, 17.5% below previous 2 lows
8.4% above previous 3 highs, 14.8% below previous 3 lows
6.0% above previous 4 highs, 14.5% below previous 4 lows
5.4% above previous 5 highs, 14.3% below previous 5 lows
5.4% above previous 6 highs, 13.9% below previous 6 lows
4.8% above previous 7 highs, 13.5% below previous 7 lows
4.6% above previous 8 highs, 13.4% below previous 8 lows
4.2% above previous 9 highs, 12.8% below previous 9 lows
4.1% above previous 10 highs, 12.2% below previous 10 lows

LAST PRICE COMPARED TO CLOSE X DAYS AGO (20161031 2:23 pm ET)
59.5% are above or equal to 10/28 close (1 days ago), 40.5% are below.
56.3% are above or equal to 10/27 close (2 days ago), 43.7% are below.
42.0% are above or equal to 10/26 close (3 days ago), 58.0% are below.
38.1% are above or equal to 10/25 close (4 days ago), 61.9% are below.
30.0% are above or equal to 10/24 close (5 days ago), 70.0% are below.
35.7% are above or equal to 10/21 close (6 days ago), 64.3% are below.
35.8% are above or equal to 10/20 close (7 days ago), 64.2% are below.
32.9% are above or equal to 10/19 close (8 days ago), 67.1% are below.
38.4% are above or equal to 10/18 close (9 days ago), 61.6% are below.
44.2% are above or equal to 10/17 close (10 days ago), 55.8% are below.
41.7% are above or equal to 10/14 close (11 days ago), 58.3% are below.
42.4% are above or equal to 10/13 close (12 days ago), 57.6% are below.
38.1% are above or equal to 10/12 close (13 days ago), 61.9% are below.
41.6% are above or equal to 10/11 close (14 days ago), 58.4% are below.
32.6% are above or equal to 10/10 close (15 days ago), 67.4% are below.
36.3% are above or equal to 10/7 close (16 days ago), 63.7% are below.
34.5% are above or equal to 10/6 close (17 days ago), 65.5% are below.
34.5% are above or equal to 10/5 close (18 days ago), 65.5% are below.
37.7% are above or equal to 10/4 close (19 days ago), 62.3% are below.
33.0% are above or equal to 10/3 close (20 days ago), 67.0% are below.
30.3% are above or equal to 9/30 close (21 days ago), 69.7% are below.

NEW HIGHS/LOWS USING TODAY’S HIGH/LOW (20161031 2:23 pm ET)
20d: 5.2% new highs, 17.0% new lows
21d: 4.9% new highs, 16.4% new lows
42d: 3.8% new highs, 11.2% new lows
63d: 3.6% new highs, 9.2% new lows
126d: 2.0% new highs, 4.4% new lows

COMPARED TO SIMPLE MOVING AVERAGES (20161031 2:23 pm ET)
2-day: 58.6% above, 41.4% below
3-day: 58.3% above, 41.7% below
4-day: 48.9% above, 51.1% below
5-day: 43.7% above, 56.3% below
8-day: 36.9% above, 63.1% below
10-day: 37.1% above, 62.9% below
20-day: 35.1% above, 64.9% below
50-day: 32.1% above, 67.9% below
200-day: 61.3% above, 38.7% below

SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS (20161031 2:23 pm ET)
META(27): 1.41% Top=NEM RGLD AG AEM TCK SLW ABX AA ….. SWC CMC X SLCA CENX CNX FMSA CCJ=Bottom (Metals & Mining)
REAL(93): 1.04% Top=BDN DRE UDR EQC EQR LPT MAA HST ….. LHO CBG DFT PEB CONE ALLY QTS CBL=Bottom (Real Estate)
MANU(36): 0.73% Top=ROP KMT ETN ITT AGCO RS DE TEX ….. MHK HON DHR XYL SWK CAT LII DOV=Bottom (Manufacturing)
MATE(23): 0.62% Top=WM MLM SUM RSG LEN CAA KBH VMC ….. MAS OC WCN EME FLR USG WY TPH=Bottom (Materials & Construction)
COHW(34): 0.54% Top=BRCD LVLT PANW ARRS HPQ STX NTAP ZAYO ….. VRSN WDC BBRY VG ACIA S INFN CTL=Bottom (Computer Hardware/Telecom)
INSU(29): 0.53% Top=L ORI XL FNF CLGX FAF UNM AIZ ….. AJG MMC TRV LNC AON AFSI RDN MTG=Bottom (Insurance)
TRAN(24): 0.42% Top=TRN AAL LUV UAL JBLU SWFT CSX JBHT ….. XPO UPS ODFL CP CNI SAVE KSU NAT=Bottom (Transportation)
DISV(45): 0.33% Top=CXW HRI RHI GEO AMN SERV CAR WOOF ….. SBAC AL EEFT MCO KBR VNTV RRD YY=Bottom (Diversified Services)
LEIS(30): 0.21% Top=RCL DRI SIX EAT QSR MAR WYN CCL ….. DNKN SEAS BYD PNRA SONC EXPE CMG GPRO=Bottom (Leisure)
CONS(50): 0.14% Top=GT FOSL KATE FBHS AVY HAR PVH SON ….. TUP FL PAY AVP LULU KS NWL NKE=Bottom (Consumer)
ELEC(46): 0.09% Top=QRVO FTV BRKR SNPS NVDA ON AMAT SWKS ….. CY CRUS HIMX FLEX FIT CSIQ SPWR SCTY=Bottom (Electronics/Semis/Equip/Materials/Solar)
FINA(85): 0.05% Top=YRD EFX NYCB CIT SBNY CFR RF ICE ….. AMP LM SYF BEN IVZ BX AMG WETF=Bottom (Banks/Financials)
RETA(55): -0.02% Top=ETSY M JCP AMZN WBA KORS PAG SBH ….. NFLX COST JWN FINL URBN ANF WFM LB=Bottom (Retail & Specialty Retail)
COSW(79): -0.06% Top=CHKP PFPT FFIV MSCI SHOP NOW VIPS VEEV ….. MDSO MTCH EA NTES TEAM TWLO SINA WB=Bottom (Computer Software/Internet)
HEAL(47): -0.08% Top=DVA EVHC AMSG ESRX PRXL DXCM ALGN LH ….. RMD THC ACHC CNC IRWD EW IART ZBH=Bottom (Health)
CHEM(25): -0.67% Top=PAH ALB CE PPG WLK EMN RPM AXTA ….. AGU DD POT MOS CF IFF HUN CC=Bottom (Chemicals/Fertilizers)
ENER(84): -1.95% Top=HFC MPC TSO MDU MPLX COG CVX PBF ….. ECA CPE REN ATW CRC WLL SN OAS=Bottom (Energy)

NOTES:
If you have ideas to improve these stats, contact me on twitter (@daytrend). Thanks.
Once a month I purge the oldest Market Stats posts from the blog, leaving only those from the previous month. All of the data is saved automatically in a spreadsheet, however.
Market Stats at 2:23 pm ET $SPY $ES_F $IWM https://daytrend.wordpress.com/category/market-stats/

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